Convergence of Finite Element Methods for Singular Stochastic Control (Q4560705)
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scientific article; zbMATH DE number 6990592
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of Finite Element Methods for Singular Stochastic Control |
scientific article; zbMATH DE number 6990592 |
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Convergence of Finite Element Methods for Singular Stochastic Control (English)
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7 December 2018
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singular stochastic control
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finite element method
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linear programming
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relaxed controls
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